+93.6%
PCG vs JBHT
+9,634.5%
-9,540.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.7% |
| 7D | +1.9% | +1.7% | +0.2% | +1.7% |
| 30D | +8.5% | -1.2% | +9.7% | +8.6% |
| 3M | -22.9% | -17.1% | -5.8% | -21.4% |
| 6M | -16.8% | -4.4% | -12.4% | -16.8% |
| YTD | -15.8% | +17.5% | -33.3% | -18.1% |
| 1Y | -16.0% | +32.6% | -48.6% | -19.6% |
| 3Y | -18.9% | +33.0% | -52.0% | -23.5% |
| 5Y | +17.4% | +20.3% | -2.9% | +11.5% |
| 10Y | -76.4% | +209.1% | -285.5% | -79.9% |
| All | +93.6% | +9,634.5% | -9,540.9% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling